{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "import jaqs"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'0.6.9.4'"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "jaqs.__version__"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>close</th>\n",
       "      <th>code</th>\n",
       "      <th>freq</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>oi</th>\n",
       "      <th>open</th>\n",
       "      <th>presettle</th>\n",
       "      <th>settle</th>\n",
       "      <th>symbol</th>\n",
       "      <th>trade_date</th>\n",
       "      <th>trade_status</th>\n",
       "      <th>turnover</th>\n",
       "      <th>volume</th>\n",
       "      <th>vwap</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>415.953519</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>423.376741</td>\n",
       "      <td>413.591584</td>\n",
       "      <td>NaN</td>\n",
       "      <td>421.605290</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180102</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.206594e+08</td>\n",
       "      <td>4471440.0</td>\n",
       "      <td>416.28</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>422.533193</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>423.798515</td>\n",
       "      <td>415.025616</td>\n",
       "      <td>NaN</td>\n",
       "      <td>416.628357</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180103</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.557825e+08</td>\n",
       "      <td>5131341.0</td>\n",
       "      <td>420.48</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>420.846097</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>422.448838</td>\n",
       "      <td>418.484163</td>\n",
       "      <td>NaN</td>\n",
       "      <td>422.448838</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180104</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.728867e+08</td>\n",
       "      <td>3471253.0</td>\n",
       "      <td>420.13</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>432.233995</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>437.126574</td>\n",
       "      <td>420.339968</td>\n",
       "      <td>NaN</td>\n",
       "      <td>420.761742</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180105</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.365843e+08</td>\n",
       "      <td>10485685.0</td>\n",
       "      <td>431.67</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>439.066734</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>449.442374</td>\n",
       "      <td>424.304644</td>\n",
       "      <td>NaN</td>\n",
       "      <td>429.365932</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180108</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.899483e+08</td>\n",
       "      <td>7543377.0</td>\n",
       "      <td>436.06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>433.246253</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>437.801412</td>\n",
       "      <td>431.390447</td>\n",
       "      <td>NaN</td>\n",
       "      <td>437.801412</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180109</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.027985e+08</td>\n",
       "      <td>3944887.0</td>\n",
       "      <td>433.65</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>436.029961</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>445.393344</td>\n",
       "      <td>432.065286</td>\n",
       "      <td>NaN</td>\n",
       "      <td>434.342865</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180110</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.630401e+08</td>\n",
       "      <td>5072410.0</td>\n",
       "      <td>437.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>451.973018</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>456.275113</td>\n",
       "      <td>429.365932</td>\n",
       "      <td>NaN</td>\n",
       "      <td>435.102058</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180111</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.362129e+08</td>\n",
       "      <td>10150453.0</td>\n",
       "      <td>445.62</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>439.825927</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>448.767536</td>\n",
       "      <td>438.898024</td>\n",
       "      <td>NaN</td>\n",
       "      <td>447.080440</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180112</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.072105e+08</td>\n",
       "      <td>5848246.0</td>\n",
       "      <td>443.12</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>420.930452</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>437.885767</td>\n",
       "      <td>417.556260</td>\n",
       "      <td>NaN</td>\n",
       "      <td>436.536090</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180115</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.218532e+08</td>\n",
       "      <td>6369431.0</td>\n",
       "      <td>426.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>423.882870</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>424.135934</td>\n",
       "      <td>420.086904</td>\n",
       "      <td>NaN</td>\n",
       "      <td>420.930452</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180116</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.604643e+08</td>\n",
       "      <td>3207075.0</td>\n",
       "      <td>422.06</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>436.451735</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>447.923988</td>\n",
       "      <td>421.942710</td>\n",
       "      <td>NaN</td>\n",
       "      <td>423.967225</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180117</td>\n",
       "      <td>交易</td>\n",
       "      <td>4.444910e+08</td>\n",
       "      <td>8611419.0</td>\n",
       "      <td>435.41</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>433.921091</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>444.802860</td>\n",
       "      <td>431.137383</td>\n",
       "      <td>NaN</td>\n",
       "      <td>432.740124</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180118</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.404651e+08</td>\n",
       "      <td>4635699.0</td>\n",
       "      <td>437.57</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>445.983828</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>454.334953</td>\n",
       "      <td>433.583672</td>\n",
       "      <td>NaN</td>\n",
       "      <td>434.427220</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180119</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.100270e+08</td>\n",
       "      <td>11501350.0</td>\n",
       "      <td>447.41</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>490.607517</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>490.607517</td>\n",
       "      <td>443.200119</td>\n",
       "      <td>NaN</td>\n",
       "      <td>443.200119</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180122</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.418680e+09</td>\n",
       "      <td>24936373.0</td>\n",
       "      <td>479.91</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>491.535420</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>493.391225</td>\n",
       "      <td>476.520265</td>\n",
       "      <td>NaN</td>\n",
       "      <td>480.906715</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180123</td>\n",
       "      <td>交易</td>\n",
       "      <td>9.765875e+08</td>\n",
       "      <td>16962338.0</td>\n",
       "      <td>485.66</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>524.096372</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>539.870720</td>\n",
       "      <td>490.944936</td>\n",
       "      <td>NaN</td>\n",
       "      <td>493.981709</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180124</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.774335e+09</td>\n",
       "      <td>28979847.0</td>\n",
       "      <td>516.48</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>510.009121</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>539.027172</td>\n",
       "      <td>509.334282</td>\n",
       "      <td>NaN</td>\n",
       "      <td>514.564280</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180125</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.373429e+09</td>\n",
       "      <td>22163858.0</td>\n",
       "      <td>522.72</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>513.636377</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>522.831050</td>\n",
       "      <td>506.128800</td>\n",
       "      <td>NaN</td>\n",
       "      <td>511.443152</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180126</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.392118e+08</td>\n",
       "      <td>10461299.0</td>\n",
       "      <td>515.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>514.564280</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>518.360246</td>\n",
       "      <td>499.380416</td>\n",
       "      <td>NaN</td>\n",
       "      <td>513.720732</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180129</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.807872e+08</td>\n",
       "      <td>11245126.0</td>\n",
       "      <td>510.69</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>511.864926</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>524.855566</td>\n",
       "      <td>505.285252</td>\n",
       "      <td>NaN</td>\n",
       "      <td>514.479925</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180130</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.433297e+08</td>\n",
       "      <td>8912261.0</td>\n",
       "      <td>514.26</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>461.673820</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>497.693320</td>\n",
       "      <td>460.745918</td>\n",
       "      <td>NaN</td>\n",
       "      <td>497.693320</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180131</td>\n",
       "      <td>交易</td>\n",
       "      <td>9.148339e+08</td>\n",
       "      <td>16232724.0</td>\n",
       "      <td>475.40</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>464.035755</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>475.170588</td>\n",
       "      <td>452.479147</td>\n",
       "      <td>NaN</td>\n",
       "      <td>467.663011</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180201</td>\n",
       "      <td>交易</td>\n",
       "      <td>7.055440e+08</td>\n",
       "      <td>12783586.0</td>\n",
       "      <td>465.57</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>469.603172</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>483.184294</td>\n",
       "      <td>457.624790</td>\n",
       "      <td>NaN</td>\n",
       "      <td>457.624790</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180202</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.234857e+08</td>\n",
       "      <td>11132354.0</td>\n",
       "      <td>472.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>462.348659</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>469.012688</td>\n",
       "      <td>454.334953</td>\n",
       "      <td>NaN</td>\n",
       "      <td>455.515920</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180205</td>\n",
       "      <td>交易</td>\n",
       "      <td>4.158564e+08</td>\n",
       "      <td>7606090.0</td>\n",
       "      <td>461.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>428.522384</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>460.577208</td>\n",
       "      <td>423.123677</td>\n",
       "      <td>NaN</td>\n",
       "      <td>446.236892</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180206</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.062282e+08</td>\n",
       "      <td>11509520.0</td>\n",
       "      <td>444.31</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>442.187862</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>455.094146</td>\n",
       "      <td>425.991740</td>\n",
       "      <td>NaN</td>\n",
       "      <td>441.344314</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180207</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.852479e+08</td>\n",
       "      <td>11155741.0</td>\n",
       "      <td>442.54</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>411.060940</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>420.930452</td>\n",
       "      <td>402.034977</td>\n",
       "      <td>NaN</td>\n",
       "      <td>404.903040</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180208</td>\n",
       "      <td>交易</td>\n",
       "      <td>8.173039e+08</td>\n",
       "      <td>16847082.0</td>\n",
       "      <td>409.23</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>384.236114</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>401.866267</td>\n",
       "      <td>377.150311</td>\n",
       "      <td>NaN</td>\n",
       "      <td>401.866267</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180209</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.505571e+08</td>\n",
       "      <td>14363251.0</td>\n",
       "      <td>382.07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>391.237562</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>398.239011</td>\n",
       "      <td>379.174826</td>\n",
       "      <td>NaN</td>\n",
       "      <td>384.320469</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180212</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.146184e+08</td>\n",
       "      <td>6807854.0</td>\n",
       "      <td>389.84</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>30</th>\n",
       "      <td>388.959983</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>398.998204</td>\n",
       "      <td>388.032080</td>\n",
       "      <td>NaN</td>\n",
       "      <td>394.696109</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180213</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.509120e+08</td>\n",
       "      <td>5379055.0</td>\n",
       "      <td>393.48</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>31</th>\n",
       "      <td>389.213047</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>391.659336</td>\n",
       "      <td>385.501436</td>\n",
       "      <td>NaN</td>\n",
       "      <td>386.429339</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180214</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.683320e+08</td>\n",
       "      <td>3651433.0</td>\n",
       "      <td>388.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>32</th>\n",
       "      <td>403.637718</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>408.277232</td>\n",
       "      <td>390.225305</td>\n",
       "      <td>NaN</td>\n",
       "      <td>396.045786</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180222</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.805758e+08</td>\n",
       "      <td>5900000.0</td>\n",
       "      <td>401.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33</th>\n",
       "      <td>401.528848</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>407.180620</td>\n",
       "      <td>397.142398</td>\n",
       "      <td>NaN</td>\n",
       "      <td>403.215944</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180223</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.997847e+08</td>\n",
       "      <td>4195501.0</td>\n",
       "      <td>401.69</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>34</th>\n",
       "      <td>420.930452</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>423.292386</td>\n",
       "      <td>404.903040</td>\n",
       "      <td>NaN</td>\n",
       "      <td>406.674491</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180226</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.747621e+08</td>\n",
       "      <td>7619077.0</td>\n",
       "      <td>414.92</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>35</th>\n",
       "      <td>416.712712</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>425.148192</td>\n",
       "      <td>411.820134</td>\n",
       "      <td>NaN</td>\n",
       "      <td>421.774000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180227</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.385002e+08</td>\n",
       "      <td>6814951.0</td>\n",
       "      <td>418.99</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36</th>\n",
       "      <td>409.205135</td>\n",
       "      <td>300033</td>\n",
       "      <td>1d</td>\n",
       "      <td>418.990292</td>\n",
       "      <td>397.311108</td>\n",
       "      <td>NaN</td>\n",
       "      <td>401.950622</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>300033.SZ</td>\n",
       "      <td>20180228</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.143358e+08</td>\n",
       "      <td>6462319.0</td>\n",
       "      <td>410.31</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         close    code freq        high         low  oi        open  \\\n",
       "0   415.953519  300033   1d  423.376741  413.591584 NaN  421.605290   \n",
       "1   422.533193  300033   1d  423.798515  415.025616 NaN  416.628357   \n",
       "2   420.846097  300033   1d  422.448838  418.484163 NaN  422.448838   \n",
       "3   432.233995  300033   1d  437.126574  420.339968 NaN  420.761742   \n",
       "4   439.066734  300033   1d  449.442374  424.304644 NaN  429.365932   \n",
       "5   433.246253  300033   1d  437.801412  431.390447 NaN  437.801412   \n",
       "6   436.029961  300033   1d  445.393344  432.065286 NaN  434.342865   \n",
       "7   451.973018  300033   1d  456.275113  429.365932 NaN  435.102058   \n",
       "8   439.825927  300033   1d  448.767536  438.898024 NaN  447.080440   \n",
       "9   420.930452  300033   1d  437.885767  417.556260 NaN  436.536090   \n",
       "10  423.882870  300033   1d  424.135934  420.086904 NaN  420.930452   \n",
       "11  436.451735  300033   1d  447.923988  421.942710 NaN  423.967225   \n",
       "12  433.921091  300033   1d  444.802860  431.137383 NaN  432.740124   \n",
       "13  445.983828  300033   1d  454.334953  433.583672 NaN  434.427220   \n",
       "14  490.607517  300033   1d  490.607517  443.200119 NaN  443.200119   \n",
       "15  491.535420  300033   1d  493.391225  476.520265 NaN  480.906715   \n",
       "16  524.096372  300033   1d  539.870720  490.944936 NaN  493.981709   \n",
       "17  510.009121  300033   1d  539.027172  509.334282 NaN  514.564280   \n",
       "18  513.636377  300033   1d  522.831050  506.128800 NaN  511.443152   \n",
       "19  514.564280  300033   1d  518.360246  499.380416 NaN  513.720732   \n",
       "20  511.864926  300033   1d  524.855566  505.285252 NaN  514.479925   \n",
       "21  461.673820  300033   1d  497.693320  460.745918 NaN  497.693320   \n",
       "22  464.035755  300033   1d  475.170588  452.479147 NaN  467.663011   \n",
       "23  469.603172  300033   1d  483.184294  457.624790 NaN  457.624790   \n",
       "24  462.348659  300033   1d  469.012688  454.334953 NaN  455.515920   \n",
       "25  428.522384  300033   1d  460.577208  423.123677 NaN  446.236892   \n",
       "26  442.187862  300033   1d  455.094146  425.991740 NaN  441.344314   \n",
       "27  411.060940  300033   1d  420.930452  402.034977 NaN  404.903040   \n",
       "28  384.236114  300033   1d  401.866267  377.150311 NaN  401.866267   \n",
       "29  391.237562  300033   1d  398.239011  379.174826 NaN  384.320469   \n",
       "30  388.959983  300033   1d  398.998204  388.032080 NaN  394.696109   \n",
       "31  389.213047  300033   1d  391.659336  385.501436 NaN  386.429339   \n",
       "32  403.637718  300033   1d  408.277232  390.225305 NaN  396.045786   \n",
       "33  401.528848  300033   1d  407.180620  397.142398 NaN  403.215944   \n",
       "34  420.930452  300033   1d  423.292386  404.903040 NaN  406.674491   \n",
       "35  416.712712  300033   1d  425.148192  411.820134 NaN  421.774000   \n",
       "36  409.205135  300033   1d  418.990292  397.311108 NaN  401.950622   \n",
       "\n",
       "    presettle  settle     symbol  trade_date trade_status      turnover  \\\n",
       "0         NaN     NaN  300033.SZ    20180102           交易  2.206594e+08   \n",
       "1         NaN     NaN  300033.SZ    20180103           交易  2.557825e+08   \n",
       "2         NaN     NaN  300033.SZ    20180104           交易  1.728867e+08   \n",
       "3         NaN     NaN  300033.SZ    20180105           交易  5.365843e+08   \n",
       "4         NaN     NaN  300033.SZ    20180108           交易  3.899483e+08   \n",
       "5         NaN     NaN  300033.SZ    20180109           交易  2.027985e+08   \n",
       "6         NaN     NaN  300033.SZ    20180110           交易  2.630401e+08   \n",
       "7         NaN     NaN  300033.SZ    20180111           交易  5.362129e+08   \n",
       "8         NaN     NaN  300033.SZ    20180112           交易  3.072105e+08   \n",
       "9         NaN     NaN  300033.SZ    20180115           交易  3.218532e+08   \n",
       "10        NaN     NaN  300033.SZ    20180116           交易  1.604643e+08   \n",
       "11        NaN     NaN  300033.SZ    20180117           交易  4.444910e+08   \n",
       "12        NaN     NaN  300033.SZ    20180118           交易  2.404651e+08   \n",
       "13        NaN     NaN  300033.SZ    20180119           交易  6.100270e+08   \n",
       "14        NaN     NaN  300033.SZ    20180122           交易  1.418680e+09   \n",
       "15        NaN     NaN  300033.SZ    20180123           交易  9.765875e+08   \n",
       "16        NaN     NaN  300033.SZ    20180124           交易  1.774335e+09   \n",
       "17        NaN     NaN  300033.SZ    20180125           交易  1.373429e+09   \n",
       "18        NaN     NaN  300033.SZ    20180126           交易  6.392118e+08   \n",
       "19        NaN     NaN  300033.SZ    20180129           交易  6.807872e+08   \n",
       "20        NaN     NaN  300033.SZ    20180130           交易  5.433297e+08   \n",
       "21        NaN     NaN  300033.SZ    20180131           交易  9.148339e+08   \n",
       "22        NaN     NaN  300033.SZ    20180201           交易  7.055440e+08   \n",
       "23        NaN     NaN  300033.SZ    20180202           交易  6.234857e+08   \n",
       "24        NaN     NaN  300033.SZ    20180205           交易  4.158564e+08   \n",
       "25        NaN     NaN  300033.SZ    20180206           交易  6.062282e+08   \n",
       "26        NaN     NaN  300033.SZ    20180207           交易  5.852479e+08   \n",
       "27        NaN     NaN  300033.SZ    20180208           交易  8.173039e+08   \n",
       "28        NaN     NaN  300033.SZ    20180209           交易  6.505571e+08   \n",
       "29        NaN     NaN  300033.SZ    20180212           交易  3.146184e+08   \n",
       "30        NaN     NaN  300033.SZ    20180213           交易  2.509120e+08   \n",
       "31        NaN     NaN  300033.SZ    20180214           交易  1.683320e+08   \n",
       "32        NaN     NaN  300033.SZ    20180222           交易  2.805758e+08   \n",
       "33        NaN     NaN  300033.SZ    20180223           交易  1.997847e+08   \n",
       "34        NaN     NaN  300033.SZ    20180226           交易  3.747621e+08   \n",
       "35        NaN     NaN  300033.SZ    20180227           交易  3.385002e+08   \n",
       "36        NaN     NaN  300033.SZ    20180228           交易  3.143358e+08   \n",
       "\n",
       "        volume    vwap  \n",
       "0    4471440.0  416.28  \n",
       "1    5131341.0  420.48  \n",
       "2    3471253.0  420.13  \n",
       "3   10485685.0  431.67  \n",
       "4    7543377.0  436.06  \n",
       "5    3944887.0  433.65  \n",
       "6    5072410.0  437.44  \n",
       "7   10150453.0  445.62  \n",
       "8    5848246.0  443.12  \n",
       "9    6369431.0  426.25  \n",
       "10   3207075.0  422.06  \n",
       "11   8611419.0  435.41  \n",
       "12   4635699.0  437.57  \n",
       "13  11501350.0  447.41  \n",
       "14  24936373.0  479.91  \n",
       "15  16962338.0  485.66  \n",
       "16  28979847.0  516.48  \n",
       "17  22163858.0  522.72  \n",
       "18  10461299.0  515.43  \n",
       "19  11245126.0  510.69  \n",
       "20   8912261.0  514.26  \n",
       "21  16232724.0  475.40  \n",
       "22  12783586.0  465.57  \n",
       "23  11132354.0  472.44  \n",
       "24   7606090.0  461.20  \n",
       "25  11509520.0  444.31  \n",
       "26  11155741.0  442.54  \n",
       "27  16847082.0  409.23  \n",
       "28  14363251.0  382.07  \n",
       "29   6807854.0  389.84  \n",
       "30   5379055.0  393.48  \n",
       "31   3651433.0  388.88  \n",
       "32   5900000.0  401.15  \n",
       "33   4195501.0  401.69  \n",
       "34   7619077.0  414.92  \n",
       "35   6814951.0  418.99  \n",
       "36   6462319.0  410.31  "
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from jaqs.data import DataApi\n",
    "\n",
    "api = DataApi(addr=\"tcp://data.quantos.org:8910\")\n",
    "\n",
    "api.login(\"15010492066\", \"eyJhbGciOiJIUzI1NiJ9.eyJjcmVhdGVfdGltZSI6IjE1MTMwNTA0ODY3MTQiLCJpc3MiOiJhdXRoMCIsImlkIjoiMTUwMTA0OTIwNjYifQ.s_530n20Aelg7-8-1IorTgoa_yp6goImz20hhGIzMGU\") \n",
    "\n",
    "df, msg = api.daily(\n",
    "                symbol=\"300033.SZ\", \n",
    "                start_date=20180101,\n",
    "                end_date=20180301, \n",
    "                fields=\"\", \n",
    "                adjust_mode=\"post\")\n",
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'0,'"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "msg"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "df, msg = api.quote(\n",
    "                symbol=\"000001.SH\", \n",
    "                fields=\"open,high,low,last,volume\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>date</th>\n",
       "      <th>high</th>\n",
       "      <th>last</th>\n",
       "      <th>low</th>\n",
       "      <th>open</th>\n",
       "      <th>symbol</th>\n",
       "      <th>time</th>\n",
       "      <th>volume</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>000001.SH</th>\n",
       "      <td>20180301</td>\n",
       "      <td>3280.1491</td>\n",
       "      <td>3271.4315</td>\n",
       "      <td>3228.5848</td>\n",
       "      <td>3235.0887</td>\n",
       "      <td>000001.SH</td>\n",
       "      <td>145047000</td>\n",
       "      <td>149055181</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               date       high       last        low       open     symbol  \\\n",
       "000001.SH  20180301  3280.1491  3271.4315  3228.5848  3235.0887  000001.SH   \n",
       "\n",
       "                time     volume  \n",
       "000001.SH  145047000  149055181  "
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "df, msg = api.daily(\n",
    "                symbol=\"600832.SH, 600030.SH\", \n",
    "                start_date=20180101,\n",
    "                end_date=20180301, \n",
    "                fields=\"\", \n",
    "                adjust_mode=\"post\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>close</th>\n",
       "      <th>code</th>\n",
       "      <th>freq</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>oi</th>\n",
       "      <th>open</th>\n",
       "      <th>presettle</th>\n",
       "      <th>settle</th>\n",
       "      <th>symbol</th>\n",
       "      <th>trade_date</th>\n",
       "      <th>trade_status</th>\n",
       "      <th>turnover</th>\n",
       "      <th>volume</th>\n",
       "      <th>vwap</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>97.075720</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>97.496873</td>\n",
       "      <td>95.443753</td>\n",
       "      <td>NaN</td>\n",
       "      <td>95.443753</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180102</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.562810e+09</td>\n",
       "      <td>139328457.0</td>\n",
       "      <td>96.83</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>97.970670</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>99.234128</td>\n",
       "      <td>96.601923</td>\n",
       "      <td>NaN</td>\n",
       "      <td>96.654568</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180103</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.831080e+09</td>\n",
       "      <td>151966900.0</td>\n",
       "      <td>98.07</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>98.286535</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>99.181484</td>\n",
       "      <td>97.233653</td>\n",
       "      <td>NaN</td>\n",
       "      <td>98.128602</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180104</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.141315e+09</td>\n",
       "      <td>114791454.0</td>\n",
       "      <td>98.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>99.392061</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>100.497587</td>\n",
       "      <td>97.865382</td>\n",
       "      <td>NaN</td>\n",
       "      <td>98.339179</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180105</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.271662e+09</td>\n",
       "      <td>172884868.0</td>\n",
       "      <td>99.62</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>102.866571</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>104.235318</td>\n",
       "      <td>99.549993</td>\n",
       "      <td>NaN</td>\n",
       "      <td>100.023790</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180108</td>\n",
       "      <td>交易</td>\n",
       "      <td>4.827830e+09</td>\n",
       "      <td>248970642.0</td>\n",
       "      <td>102.08</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>102.340130</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>104.603827</td>\n",
       "      <td>101.497825</td>\n",
       "      <td>NaN</td>\n",
       "      <td>102.919216</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180109</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.805148e+09</td>\n",
       "      <td>143919389.0</td>\n",
       "      <td>102.61</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>103.235080</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>103.919453</td>\n",
       "      <td>101.234604</td>\n",
       "      <td>NaN</td>\n",
       "      <td>102.498063</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180110</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.923746e+09</td>\n",
       "      <td>150258482.0</td>\n",
       "      <td>102.44</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>101.497825</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>102.919216</td>\n",
       "      <td>100.655519</td>\n",
       "      <td>NaN</td>\n",
       "      <td>102.445419</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180111</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.185830e+09</td>\n",
       "      <td>113379540.0</td>\n",
       "      <td>101.49</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>101.761045</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>103.077148</td>\n",
       "      <td>100.655519</td>\n",
       "      <td>NaN</td>\n",
       "      <td>101.339892</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180112</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.023121e+09</td>\n",
       "      <td>104603804.0</td>\n",
       "      <td>101.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>102.392774</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>103.656233</td>\n",
       "      <td>99.918502</td>\n",
       "      <td>NaN</td>\n",
       "      <td>101.339892</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180115</td>\n",
       "      <td>交易</td>\n",
       "      <td>4.355326e+09</td>\n",
       "      <td>224135432.0</td>\n",
       "      <td>102.30</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>106.604303</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>107.236032</td>\n",
       "      <td>101.024028</td>\n",
       "      <td>NaN</td>\n",
       "      <td>101.392537</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180116</td>\n",
       "      <td>交易</td>\n",
       "      <td>4.587774e+09</td>\n",
       "      <td>233073315.0</td>\n",
       "      <td>103.62</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>110.236745</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>115.237935</td>\n",
       "      <td>107.920405</td>\n",
       "      <td>NaN</td>\n",
       "      <td>107.920405</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180117</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.051009e+10</td>\n",
       "      <td>497887681.0</td>\n",
       "      <td>111.13</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>112.711018</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>113.921832</td>\n",
       "      <td>110.026169</td>\n",
       "      <td>NaN</td>\n",
       "      <td>111.342271</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180118</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.301946e+09</td>\n",
       "      <td>295669219.0</td>\n",
       "      <td>112.21</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>112.079289</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>115.027359</td>\n",
       "      <td>110.131457</td>\n",
       "      <td>NaN</td>\n",
       "      <td>112.447798</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180119</td>\n",
       "      <td>交易</td>\n",
       "      <td>7.792348e+09</td>\n",
       "      <td>363017665.0</td>\n",
       "      <td>113.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>111.605492</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>112.868950</td>\n",
       "      <td>110.236745</td>\n",
       "      <td>NaN</td>\n",
       "      <td>111.079051</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180122</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.833396e+09</td>\n",
       "      <td>180999744.0</td>\n",
       "      <td>111.49</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>111.658136</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>115.080003</td>\n",
       "      <td>110.026169</td>\n",
       "      <td>NaN</td>\n",
       "      <td>112.500442</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180123</td>\n",
       "      <td>交易</td>\n",
       "      <td>7.140624e+09</td>\n",
       "      <td>335664503.0</td>\n",
       "      <td>111.99</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>120.660277</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>120.818209</td>\n",
       "      <td>111.342271</td>\n",
       "      <td>NaN</td>\n",
       "      <td>112.658374</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180124</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.120049e+10</td>\n",
       "      <td>507088583.0</td>\n",
       "      <td>116.28</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>117.554275</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>120.291769</td>\n",
       "      <td>117.080478</td>\n",
       "      <td>NaN</td>\n",
       "      <td>118.449225</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180125</td>\n",
       "      <td>交易</td>\n",
       "      <td>7.162054e+09</td>\n",
       "      <td>317331694.0</td>\n",
       "      <td>118.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>117.606919</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>119.712683</td>\n",
       "      <td>116.922546</td>\n",
       "      <td>NaN</td>\n",
       "      <td>117.554275</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180126</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.666869e+09</td>\n",
       "      <td>251997488.0</td>\n",
       "      <td>118.38</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>116.396105</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>119.660039</td>\n",
       "      <td>115.869664</td>\n",
       "      <td>NaN</td>\n",
       "      <td>118.291293</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180129</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.925036e+09</td>\n",
       "      <td>264480843.0</td>\n",
       "      <td>117.94</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>113.869188</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>117.606919</td>\n",
       "      <td>113.342747</td>\n",
       "      <td>NaN</td>\n",
       "      <td>115.343223</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180130</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.378020e+09</td>\n",
       "      <td>245153996.0</td>\n",
       "      <td>115.49</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>112.079289</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>114.237697</td>\n",
       "      <td>110.236745</td>\n",
       "      <td>NaN</td>\n",
       "      <td>112.921594</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180131</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.273746e+09</td>\n",
       "      <td>247253408.0</td>\n",
       "      <td>112.29</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>113.184815</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>113.500680</td>\n",
       "      <td>110.605254</td>\n",
       "      <td>NaN</td>\n",
       "      <td>112.658374</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180201</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.949370e+09</td>\n",
       "      <td>278675087.0</td>\n",
       "      <td>112.39</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>113.290103</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>113.869188</td>\n",
       "      <td>109.552372</td>\n",
       "      <td>NaN</td>\n",
       "      <td>111.500204</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180202</td>\n",
       "      <td>交易</td>\n",
       "      <td>4.271688e+09</td>\n",
       "      <td>201001039.0</td>\n",
       "      <td>111.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>114.711494</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>115.080003</td>\n",
       "      <td>110.342034</td>\n",
       "      <td>NaN</td>\n",
       "      <td>110.605254</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180205</td>\n",
       "      <td>交易</td>\n",
       "      <td>4.737105e+09</td>\n",
       "      <td>220891963.0</td>\n",
       "      <td>112.90</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>108.183626</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>113.816544</td>\n",
       "      <td>107.288676</td>\n",
       "      <td>NaN</td>\n",
       "      <td>111.816068</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180206</td>\n",
       "      <td>交易</td>\n",
       "      <td>7.065096e+09</td>\n",
       "      <td>336472749.0</td>\n",
       "      <td>110.54</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>102.919216</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>110.657898</td>\n",
       "      <td>102.708639</td>\n",
       "      <td>NaN</td>\n",
       "      <td>110.394678</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180207</td>\n",
       "      <td>交易</td>\n",
       "      <td>5.437202e+09</td>\n",
       "      <td>267963657.0</td>\n",
       "      <td>106.82</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>101.287248</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>103.972097</td>\n",
       "      <td>100.339655</td>\n",
       "      <td>NaN</td>\n",
       "      <td>102.550707</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180208</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.580693e+09</td>\n",
       "      <td>184744075.0</td>\n",
       "      <td>102.03</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>91.337514</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>98.655043</td>\n",
       "      <td>91.179581</td>\n",
       "      <td>NaN</td>\n",
       "      <td>97.812738</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180209</td>\n",
       "      <td>交易</td>\n",
       "      <td>6.192958e+09</td>\n",
       "      <td>347827131.0</td>\n",
       "      <td>93.73</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>91.232225</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>92.390395</td>\n",
       "      <td>90.126699</td>\n",
       "      <td>NaN</td>\n",
       "      <td>91.706022</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180212</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.814025e+09</td>\n",
       "      <td>161969625.0</td>\n",
       "      <td>91.46</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>30</th>\n",
       "      <td>92.758904</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>94.969956</td>\n",
       "      <td>91.969243</td>\n",
       "      <td>NaN</td>\n",
       "      <td>92.179819</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180213</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.613495e+09</td>\n",
       "      <td>203541851.0</td>\n",
       "      <td>93.46</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>31</th>\n",
       "      <td>92.811548</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>93.022125</td>\n",
       "      <td>91.232225</td>\n",
       "      <td>NaN</td>\n",
       "      <td>92.653616</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180214</td>\n",
       "      <td>交易</td>\n",
       "      <td>1.816024e+09</td>\n",
       "      <td>103687710.0</td>\n",
       "      <td>92.20</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>32</th>\n",
       "      <td>94.812024</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>95.391109</td>\n",
       "      <td>93.443277</td>\n",
       "      <td>NaN</td>\n",
       "      <td>94.706736</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180222</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.802806e+09</td>\n",
       "      <td>156016518.0</td>\n",
       "      <td>94.57</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33</th>\n",
       "      <td>95.759618</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>97.128364</td>\n",
       "      <td>94.390871</td>\n",
       "      <td>NaN</td>\n",
       "      <td>95.285821</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180223</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.886887e+09</td>\n",
       "      <td>158505334.0</td>\n",
       "      <td>95.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>34</th>\n",
       "      <td>98.181246</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>99.392061</td>\n",
       "      <td>94.812024</td>\n",
       "      <td>NaN</td>\n",
       "      <td>96.865144</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180226</td>\n",
       "      <td>交易</td>\n",
       "      <td>3.906586e+09</td>\n",
       "      <td>211992034.0</td>\n",
       "      <td>97.01</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>35</th>\n",
       "      <td>96.075482</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>97.970670</td>\n",
       "      <td>95.496397</td>\n",
       "      <td>NaN</td>\n",
       "      <td>97.918026</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180227</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.844320e+09</td>\n",
       "      <td>155042208.0</td>\n",
       "      <td>96.58</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36</th>\n",
       "      <td>95.338465</td>\n",
       "      <td>600030</td>\n",
       "      <td>1d</td>\n",
       "      <td>96.654568</td>\n",
       "      <td>93.653854</td>\n",
       "      <td>NaN</td>\n",
       "      <td>95.022600</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>20180228</td>\n",
       "      <td>交易</td>\n",
       "      <td>2.865960e+09</td>\n",
       "      <td>158572812.0</td>\n",
       "      <td>95.15</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "         close    code freq        high         low  oi        open  \\\n",
       "0    97.075720  600030   1d   97.496873   95.443753 NaN   95.443753   \n",
       "1    97.970670  600030   1d   99.234128   96.601923 NaN   96.654568   \n",
       "2    98.286535  600030   1d   99.181484   97.233653 NaN   98.128602   \n",
       "3    99.392061  600030   1d  100.497587   97.865382 NaN   98.339179   \n",
       "4   102.866571  600030   1d  104.235318   99.549993 NaN  100.023790   \n",
       "5   102.340130  600030   1d  104.603827  101.497825 NaN  102.919216   \n",
       "6   103.235080  600030   1d  103.919453  101.234604 NaN  102.498063   \n",
       "7   101.497825  600030   1d  102.919216  100.655519 NaN  102.445419   \n",
       "8   101.761045  600030   1d  103.077148  100.655519 NaN  101.339892   \n",
       "9   102.392774  600030   1d  103.656233   99.918502 NaN  101.339892   \n",
       "10  106.604303  600030   1d  107.236032  101.024028 NaN  101.392537   \n",
       "11  110.236745  600030   1d  115.237935  107.920405 NaN  107.920405   \n",
       "12  112.711018  600030   1d  113.921832  110.026169 NaN  111.342271   \n",
       "13  112.079289  600030   1d  115.027359  110.131457 NaN  112.447798   \n",
       "14  111.605492  600030   1d  112.868950  110.236745 NaN  111.079051   \n",
       "15  111.658136  600030   1d  115.080003  110.026169 NaN  112.500442   \n",
       "16  120.660277  600030   1d  120.818209  111.342271 NaN  112.658374   \n",
       "17  117.554275  600030   1d  120.291769  117.080478 NaN  118.449225   \n",
       "18  117.606919  600030   1d  119.712683  116.922546 NaN  117.554275   \n",
       "19  116.396105  600030   1d  119.660039  115.869664 NaN  118.291293   \n",
       "20  113.869188  600030   1d  117.606919  113.342747 NaN  115.343223   \n",
       "21  112.079289  600030   1d  114.237697  110.236745 NaN  112.921594   \n",
       "22  113.184815  600030   1d  113.500680  110.605254 NaN  112.658374   \n",
       "23  113.290103  600030   1d  113.869188  109.552372 NaN  111.500204   \n",
       "24  114.711494  600030   1d  115.080003  110.342034 NaN  110.605254   \n",
       "25  108.183626  600030   1d  113.816544  107.288676 NaN  111.816068   \n",
       "26  102.919216  600030   1d  110.657898  102.708639 NaN  110.394678   \n",
       "27  101.287248  600030   1d  103.972097  100.339655 NaN  102.550707   \n",
       "28   91.337514  600030   1d   98.655043   91.179581 NaN   97.812738   \n",
       "29   91.232225  600030   1d   92.390395   90.126699 NaN   91.706022   \n",
       "30   92.758904  600030   1d   94.969956   91.969243 NaN   92.179819   \n",
       "31   92.811548  600030   1d   93.022125   91.232225 NaN   92.653616   \n",
       "32   94.812024  600030   1d   95.391109   93.443277 NaN   94.706736   \n",
       "33   95.759618  600030   1d   97.128364   94.390871 NaN   95.285821   \n",
       "34   98.181246  600030   1d   99.392061   94.812024 NaN   96.865144   \n",
       "35   96.075482  600030   1d   97.970670   95.496397 NaN   97.918026   \n",
       "36   95.338465  600030   1d   96.654568   93.653854 NaN   95.022600   \n",
       "\n",
       "    presettle  settle     symbol  trade_date trade_status      turnover  \\\n",
       "0         NaN     NaN  600030.SH    20180102           交易  2.562810e+09   \n",
       "1         NaN     NaN  600030.SH    20180103           交易  2.831080e+09   \n",
       "2         NaN     NaN  600030.SH    20180104           交易  2.141315e+09   \n",
       "3         NaN     NaN  600030.SH    20180105           交易  3.271662e+09   \n",
       "4         NaN     NaN  600030.SH    20180108           交易  4.827830e+09   \n",
       "5         NaN     NaN  600030.SH    20180109           交易  2.805148e+09   \n",
       "6         NaN     NaN  600030.SH    20180110           交易  2.923746e+09   \n",
       "7         NaN     NaN  600030.SH    20180111           交易  2.185830e+09   \n",
       "8         NaN     NaN  600030.SH    20180112           交易  2.023121e+09   \n",
       "9         NaN     NaN  600030.SH    20180115           交易  4.355326e+09   \n",
       "10        NaN     NaN  600030.SH    20180116           交易  4.587774e+09   \n",
       "11        NaN     NaN  600030.SH    20180117           交易  1.051009e+10   \n",
       "12        NaN     NaN  600030.SH    20180118           交易  6.301946e+09   \n",
       "13        NaN     NaN  600030.SH    20180119           交易  7.792348e+09   \n",
       "14        NaN     NaN  600030.SH    20180122           交易  3.833396e+09   \n",
       "15        NaN     NaN  600030.SH    20180123           交易  7.140624e+09   \n",
       "16        NaN     NaN  600030.SH    20180124           交易  1.120049e+10   \n",
       "17        NaN     NaN  600030.SH    20180125           交易  7.162054e+09   \n",
       "18        NaN     NaN  600030.SH    20180126           交易  5.666869e+09   \n",
       "19        NaN     NaN  600030.SH    20180129           交易  5.925036e+09   \n",
       "20        NaN     NaN  600030.SH    20180130           交易  5.378020e+09   \n",
       "21        NaN     NaN  600030.SH    20180131           交易  5.273746e+09   \n",
       "22        NaN     NaN  600030.SH    20180201           交易  5.949370e+09   \n",
       "23        NaN     NaN  600030.SH    20180202           交易  4.271688e+09   \n",
       "24        NaN     NaN  600030.SH    20180205           交易  4.737105e+09   \n",
       "25        NaN     NaN  600030.SH    20180206           交易  7.065096e+09   \n",
       "26        NaN     NaN  600030.SH    20180207           交易  5.437202e+09   \n",
       "27        NaN     NaN  600030.SH    20180208           交易  3.580693e+09   \n",
       "28        NaN     NaN  600030.SH    20180209           交易  6.192958e+09   \n",
       "29        NaN     NaN  600030.SH    20180212           交易  2.814025e+09   \n",
       "30        NaN     NaN  600030.SH    20180213           交易  3.613495e+09   \n",
       "31        NaN     NaN  600030.SH    20180214           交易  1.816024e+09   \n",
       "32        NaN     NaN  600030.SH    20180222           交易  2.802806e+09   \n",
       "33        NaN     NaN  600030.SH    20180223           交易  2.886887e+09   \n",
       "34        NaN     NaN  600030.SH    20180226           交易  3.906586e+09   \n",
       "35        NaN     NaN  600030.SH    20180227           交易  2.844320e+09   \n",
       "36        NaN     NaN  600030.SH    20180228           交易  2.865960e+09   \n",
       "\n",
       "         volume    vwap  \n",
       "0   139328457.0   96.83  \n",
       "1   151966900.0   98.07  \n",
       "2   114791454.0   98.20  \n",
       "3   172884868.0   99.62  \n",
       "4   248970642.0  102.08  \n",
       "5   143919389.0  102.61  \n",
       "6   150258482.0  102.44  \n",
       "7   113379540.0  101.49  \n",
       "8   104603804.0  101.82  \n",
       "9   224135432.0  102.30  \n",
       "10  233073315.0  103.62  \n",
       "11  497887681.0  111.13  \n",
       "12  295669219.0  112.21  \n",
       "13  363017665.0  113.00  \n",
       "14  180999744.0  111.49  \n",
       "15  335664503.0  111.99  \n",
       "16  507088583.0  116.28  \n",
       "17  317331694.0  118.82  \n",
       "18  251997488.0  118.38  \n",
       "19  264480843.0  117.94  \n",
       "20  245153996.0  115.49  \n",
       "21  247253408.0  112.29  \n",
       "22  278675087.0  112.39  \n",
       "23  201001039.0  111.88  \n",
       "24  220891963.0  112.90  \n",
       "25  336472749.0  110.54  \n",
       "26  267963657.0  106.82  \n",
       "27  184744075.0  102.03  \n",
       "28  347827131.0   93.73  \n",
       "29  161969625.0   91.46  \n",
       "30  203541851.0   93.46  \n",
       "31  103687710.0   92.20  \n",
       "32  156016518.0   94.57  \n",
       "33  158505334.0   95.88  \n",
       "34  211992034.0   97.01  \n",
       "35  155042208.0   96.58  \n",
       "36  158572812.0   95.15  "
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "df,msg = api.bar(\n",
    "            symbol=\"600030.SH\", \n",
    "            trade_date=20180102, \n",
    "            freq=\"5M\",\n",
    "            start_time=0,\n",
    "            end_time=160000,\n",
    "            fields=\"\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style>\n",
       "    .dataframe thead tr:only-child th {\n",
       "        text-align: right;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>close</th>\n",
       "      <th>code</th>\n",
       "      <th>date</th>\n",
       "      <th>freq</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>oi</th>\n",
       "      <th>open</th>\n",
       "      <th>settle</th>\n",
       "      <th>symbol</th>\n",
       "      <th>time</th>\n",
       "      <th>trade_date</th>\n",
       "      <th>turnover</th>\n",
       "      <th>volume</th>\n",
       "      <th>vwap</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>18.15</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.17</td>\n",
       "      <td>18.13</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.13</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>93500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>54913821.0</td>\n",
       "      <td>3025700.0</td>\n",
       "      <td>18.149129</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>18.18</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.22</td>\n",
       "      <td>18.15</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.15</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>94000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>45094553.0</td>\n",
       "      <td>2478900.0</td>\n",
       "      <td>18.191356</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>18.15</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.19</td>\n",
       "      <td>18.14</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.17</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>94500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>32754704.0</td>\n",
       "      <td>1802800.0</td>\n",
       "      <td>18.168795</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>18.18</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.20</td>\n",
       "      <td>18.16</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.16</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>95000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>27841280.0</td>\n",
       "      <td>1531700.0</td>\n",
       "      <td>18.176719</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>18.26</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.32</td>\n",
       "      <td>18.19</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.20</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>95500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>105171940.0</td>\n",
       "      <td>5754951.0</td>\n",
       "      <td>18.275037</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>18.30</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.31</td>\n",
       "      <td>18.26</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.26</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>100000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>72332880.0</td>\n",
       "      <td>3954700.0</td>\n",
       "      <td>18.290358</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>18.34</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.34</td>\n",
       "      <td>18.28</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.29</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>100500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>73787294.0</td>\n",
       "      <td>4031400.0</td>\n",
       "      <td>18.303144</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>18.31</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.36</td>\n",
       "      <td>18.30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.33</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>101000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>68544338.0</td>\n",
       "      <td>3738558.0</td>\n",
       "      <td>18.334432</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>18.30</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.32</td>\n",
       "      <td>18.28</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>101500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>38710900.0</td>\n",
       "      <td>2115063.0</td>\n",
       "      <td>18.302481</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>18.32</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.32</td>\n",
       "      <td>18.30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.30</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>102000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>23777320.0</td>\n",
       "      <td>1298351.0</td>\n",
       "      <td>18.313476</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>18.39</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.40</td>\n",
       "      <td>18.31</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.32</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>102500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>68433493.0</td>\n",
       "      <td>3729801.0</td>\n",
       "      <td>18.347760</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>18.43</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.45</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>103000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>126766479.0</td>\n",
       "      <td>6880900.0</td>\n",
       "      <td>18.422950</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>18.39</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.44</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>103500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>77586983.0</td>\n",
       "      <td>4211800.0</td>\n",
       "      <td>18.421336</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>18.38</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.41</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>104000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>36233463.0</td>\n",
       "      <td>1970100.0</td>\n",
       "      <td>18.391687</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>18.40</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.42</td>\n",
       "      <td>18.34</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>104500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>51446093.0</td>\n",
       "      <td>2797501.0</td>\n",
       "      <td>18.390018</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>18.40</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.41</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>105000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>40930514.0</td>\n",
       "      <td>2224300.0</td>\n",
       "      <td>18.401526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>18.39</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.41</td>\n",
       "      <td>18.38</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>105500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>26331293.0</td>\n",
       "      <td>1431623.0</td>\n",
       "      <td>18.392617</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>18.38</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.42</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>110000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>37925642.0</td>\n",
       "      <td>2061776.0</td>\n",
       "      <td>18.394647</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>18.37</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.39</td>\n",
       "      <td>18.35</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>110500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>21369932.0</td>\n",
       "      <td>1163400.0</td>\n",
       "      <td>18.368516</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>18.40</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.40</td>\n",
       "      <td>18.35</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>111000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>25810310.0</td>\n",
       "      <td>1404500.0</td>\n",
       "      <td>18.376867</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>18.42</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.42</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>111500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>34332990.0</td>\n",
       "      <td>1865500.0</td>\n",
       "      <td>18.404176</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>18.43</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.44</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.41</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>112000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>48487480.0</td>\n",
       "      <td>2634100.0</td>\n",
       "      <td>18.407608</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>18.50</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.50</td>\n",
       "      <td>18.42</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.42</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>112500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>193286844.0</td>\n",
       "      <td>10459035.0</td>\n",
       "      <td>18.480371</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>18.43</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.50</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.50</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>113000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>58783419.0</td>\n",
       "      <td>3182800.0</td>\n",
       "      <td>18.469090</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>18.47</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.47</td>\n",
       "      <td>18.41</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.45</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>130500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>61308842.0</td>\n",
       "      <td>3323300.0</td>\n",
       "      <td>18.448182</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>18.45</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.48</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.47</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>131000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>33273552.0</td>\n",
       "      <td>1802500.0</td>\n",
       "      <td>18.459668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>18.43</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.47</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.45</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>131500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>19412898.0</td>\n",
       "      <td>1052100.0</td>\n",
       "      <td>18.451571</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>18.44</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.45</td>\n",
       "      <td>18.42</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.44</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>132000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>22581723.0</td>\n",
       "      <td>1225400.0</td>\n",
       "      <td>18.428042</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>18.44</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.45</td>\n",
       "      <td>18.42</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.44</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>132500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>40503251.0</td>\n",
       "      <td>2197900.0</td>\n",
       "      <td>18.428159</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>18.47</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.50</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>133000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>81179619.0</td>\n",
       "      <td>4394579.0</td>\n",
       "      <td>18.472673</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>30</th>\n",
       "      <td>18.50</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.51</td>\n",
       "      <td>18.47</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.47</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>133500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>162421886.0</td>\n",
       "      <td>8783017.0</td>\n",
       "      <td>18.492721</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>31</th>\n",
       "      <td>18.48</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.51</td>\n",
       "      <td>18.46</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.49</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>134000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>131965068.0</td>\n",
       "      <td>7134874.0</td>\n",
       "      <td>18.495781</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>32</th>\n",
       "      <td>18.46</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.50</td>\n",
       "      <td>18.45</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.48</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>134500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>31030275.0</td>\n",
       "      <td>1678900.0</td>\n",
       "      <td>18.482503</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33</th>\n",
       "      <td>18.42</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.46</td>\n",
       "      <td>18.42</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.45</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>135000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>42261792.0</td>\n",
       "      <td>2292900.0</td>\n",
       "      <td>18.431590</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>34</th>\n",
       "      <td>18.39</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.44</td>\n",
       "      <td>18.38</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>135500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>49515943.0</td>\n",
       "      <td>2691100.0</td>\n",
       "      <td>18.399890</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>35</th>\n",
       "      <td>18.37</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.40</td>\n",
       "      <td>18.35</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.39</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>140000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>46409648.0</td>\n",
       "      <td>2526050.0</td>\n",
       "      <td>18.372419</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>36</th>\n",
       "      <td>18.37</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.40</td>\n",
       "      <td>18.36</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>140500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>23864330.0</td>\n",
       "      <td>1298800.0</td>\n",
       "      <td>18.374138</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>37</th>\n",
       "      <td>18.37</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.39</td>\n",
       "      <td>18.36</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>141000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>22647788.0</td>\n",
       "      <td>1232900.0</td>\n",
       "      <td>18.369526</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>38</th>\n",
       "      <td>18.35</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.39</td>\n",
       "      <td>18.33</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>141500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>28660015.0</td>\n",
       "      <td>1561994.0</td>\n",
       "      <td>18.348352</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>39</th>\n",
       "      <td>18.37</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.39</td>\n",
       "      <td>18.35</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.35</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>142000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>18263532.0</td>\n",
       "      <td>994300.0</td>\n",
       "      <td>18.368231</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>40</th>\n",
       "      <td>18.37</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.39</td>\n",
       "      <td>18.36</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>142500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>19724538.0</td>\n",
       "      <td>1073400.0</td>\n",
       "      <td>18.375757</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>41</th>\n",
       "      <td>18.43</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.44</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>143000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>38838660.0</td>\n",
       "      <td>2109900.0</td>\n",
       "      <td>18.407820</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>42</th>\n",
       "      <td>18.41</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.44</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>143500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>34010107.0</td>\n",
       "      <td>1846500.0</td>\n",
       "      <td>18.418688</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>43</th>\n",
       "      <td>18.39</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.41</td>\n",
       "      <td>18.36</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.41</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>144000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>37852698.0</td>\n",
       "      <td>2059432.0</td>\n",
       "      <td>18.380164</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>44</th>\n",
       "      <td>18.41</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.42</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.37</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>144500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>33057479.0</td>\n",
       "      <td>1797310.0</td>\n",
       "      <td>18.392753</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>45</th>\n",
       "      <td>18.40</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.42</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>145000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>49618129.0</td>\n",
       "      <td>2695400.0</td>\n",
       "      <td>18.408447</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>46</th>\n",
       "      <td>18.42</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.44</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.40</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>145500</td>\n",
       "      <td>20180102</td>\n",
       "      <td>50149179.0</td>\n",
       "      <td>2722639.0</td>\n",
       "      <td>18.419327</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>47</th>\n",
       "      <td>18.45</td>\n",
       "      <td>600030</td>\n",
       "      <td>20180102</td>\n",
       "      <td>5M</td>\n",
       "      <td>18.45</td>\n",
       "      <td>18.41</td>\n",
       "      <td>NaN</td>\n",
       "      <td>18.43</td>\n",
       "      <td>NaN</td>\n",
       "      <td>600030.SH</td>\n",
       "      <td>150000</td>\n",
       "      <td>20180102</td>\n",
       "      <td>87011213.0</td>\n",
       "      <td>4721303.0</td>\n",
       "      <td>18.429491</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "    close    code      date freq   high    low  oi   open  settle     symbol  \\\n",
       "0   18.15  600030  20180102   5M  18.17  18.13 NaN  18.13     NaN  600030.SH   \n",
       "1   18.18  600030  20180102   5M  18.22  18.15 NaN  18.15     NaN  600030.SH   \n",
       "2   18.15  600030  20180102   5M  18.19  18.14 NaN  18.17     NaN  600030.SH   \n",
       "3   18.18  600030  20180102   5M  18.20  18.16 NaN  18.16     NaN  600030.SH   \n",
       "4   18.26  600030  20180102   5M  18.32  18.19 NaN  18.20     NaN  600030.SH   \n",
       "5   18.30  600030  20180102   5M  18.31  18.26 NaN  18.26     NaN  600030.SH   \n",
       "6   18.34  600030  20180102   5M  18.34  18.28 NaN  18.29     NaN  600030.SH   \n",
       "7   18.31  600030  20180102   5M  18.36  18.30 NaN  18.33     NaN  600030.SH   \n",
       "8   18.30  600030  20180102   5M  18.32  18.28 NaN  18.30     NaN  600030.SH   \n",
       "9   18.32  600030  20180102   5M  18.32  18.30 NaN  18.30     NaN  600030.SH   \n",
       "10  18.39  600030  20180102   5M  18.40  18.31 NaN  18.32     NaN  600030.SH   \n",
       "11  18.43  600030  20180102   5M  18.45  18.40 NaN  18.40     NaN  600030.SH   \n",
       "12  18.39  600030  20180102   5M  18.44  18.39 NaN  18.43     NaN  600030.SH   \n",
       "13  18.38  600030  20180102   5M  18.41  18.37 NaN  18.39     NaN  600030.SH   \n",
       "14  18.40  600030  20180102   5M  18.42  18.34 NaN  18.39     NaN  600030.SH   \n",
       "15  18.40  600030  20180102   5M  18.41  18.39 NaN  18.40     NaN  600030.SH   \n",
       "16  18.39  600030  20180102   5M  18.41  18.38 NaN  18.40     NaN  600030.SH   \n",
       "17  18.38  600030  20180102   5M  18.42  18.37 NaN  18.39     NaN  600030.SH   \n",
       "18  18.37  600030  20180102   5M  18.39  18.35 NaN  18.39     NaN  600030.SH   \n",
       "19  18.40  600030  20180102   5M  18.40  18.35 NaN  18.37     NaN  600030.SH   \n",
       "20  18.42  600030  20180102   5M  18.42  18.39 NaN  18.40     NaN  600030.SH   \n",
       "21  18.43  600030  20180102   5M  18.44  18.39 NaN  18.41     NaN  600030.SH   \n",
       "22  18.50  600030  20180102   5M  18.50  18.42 NaN  18.42     NaN  600030.SH   \n",
       "23  18.43  600030  20180102   5M  18.50  18.43 NaN  18.50     NaN  600030.SH   \n",
       "24  18.47  600030  20180102   5M  18.47  18.41 NaN  18.45     NaN  600030.SH   \n",
       "25  18.45  600030  20180102   5M  18.48  18.43 NaN  18.47     NaN  600030.SH   \n",
       "26  18.43  600030  20180102   5M  18.47  18.43 NaN  18.45     NaN  600030.SH   \n",
       "27  18.44  600030  20180102   5M  18.45  18.42 NaN  18.44     NaN  600030.SH   \n",
       "28  18.44  600030  20180102   5M  18.45  18.42 NaN  18.44     NaN  600030.SH   \n",
       "29  18.47  600030  20180102   5M  18.50  18.43 NaN  18.43     NaN  600030.SH   \n",
       "30  18.50  600030  20180102   5M  18.51  18.47 NaN  18.47     NaN  600030.SH   \n",
       "31  18.48  600030  20180102   5M  18.51  18.46 NaN  18.49     NaN  600030.SH   \n",
       "32  18.46  600030  20180102   5M  18.50  18.45 NaN  18.48     NaN  600030.SH   \n",
       "33  18.42  600030  20180102   5M  18.46  18.42 NaN  18.45     NaN  600030.SH   \n",
       "34  18.39  600030  20180102   5M  18.44  18.38 NaN  18.43     NaN  600030.SH   \n",
       "35  18.37  600030  20180102   5M  18.40  18.35 NaN  18.39     NaN  600030.SH   \n",
       "36  18.37  600030  20180102   5M  18.40  18.36 NaN  18.37     NaN  600030.SH   \n",
       "37  18.37  600030  20180102   5M  18.39  18.36 NaN  18.37     NaN  600030.SH   \n",
       "38  18.35  600030  20180102   5M  18.39  18.33 NaN  18.37     NaN  600030.SH   \n",
       "39  18.37  600030  20180102   5M  18.39  18.35 NaN  18.35     NaN  600030.SH   \n",
       "40  18.37  600030  20180102   5M  18.39  18.36 NaN  18.37     NaN  600030.SH   \n",
       "41  18.43  600030  20180102   5M  18.44  18.37 NaN  18.37     NaN  600030.SH   \n",
       "42  18.41  600030  20180102   5M  18.44  18.40 NaN  18.43     NaN  600030.SH   \n",
       "43  18.39  600030  20180102   5M  18.41  18.36 NaN  18.41     NaN  600030.SH   \n",
       "44  18.41  600030  20180102   5M  18.42  18.37 NaN  18.37     NaN  600030.SH   \n",
       "45  18.40  600030  20180102   5M  18.42  18.40 NaN  18.40     NaN  600030.SH   \n",
       "46  18.42  600030  20180102   5M  18.44  18.40 NaN  18.40     NaN  600030.SH   \n",
       "47  18.45  600030  20180102   5M  18.45  18.41 NaN  18.43     NaN  600030.SH   \n",
       "\n",
       "      time  trade_date     turnover      volume       vwap  \n",
       "0    93500    20180102   54913821.0   3025700.0  18.149129  \n",
       "1    94000    20180102   45094553.0   2478900.0  18.191356  \n",
       "2    94500    20180102   32754704.0   1802800.0  18.168795  \n",
       "3    95000    20180102   27841280.0   1531700.0  18.176719  \n",
       "4    95500    20180102  105171940.0   5754951.0  18.275037  \n",
       "5   100000    20180102   72332880.0   3954700.0  18.290358  \n",
       "6   100500    20180102   73787294.0   4031400.0  18.303144  \n",
       "7   101000    20180102   68544338.0   3738558.0  18.334432  \n",
       "8   101500    20180102   38710900.0   2115063.0  18.302481  \n",
       "9   102000    20180102   23777320.0   1298351.0  18.313476  \n",
       "10  102500    20180102   68433493.0   3729801.0  18.347760  \n",
       "11  103000    20180102  126766479.0   6880900.0  18.422950  \n",
       "12  103500    20180102   77586983.0   4211800.0  18.421336  \n",
       "13  104000    20180102   36233463.0   1970100.0  18.391687  \n",
       "14  104500    20180102   51446093.0   2797501.0  18.390018  \n",
       "15  105000    20180102   40930514.0   2224300.0  18.401526  \n",
       "16  105500    20180102   26331293.0   1431623.0  18.392617  \n",
       "17  110000    20180102   37925642.0   2061776.0  18.394647  \n",
       "18  110500    20180102   21369932.0   1163400.0  18.368516  \n",
       "19  111000    20180102   25810310.0   1404500.0  18.376867  \n",
       "20  111500    20180102   34332990.0   1865500.0  18.404176  \n",
       "21  112000    20180102   48487480.0   2634100.0  18.407608  \n",
       "22  112500    20180102  193286844.0  10459035.0  18.480371  \n",
       "23  113000    20180102   58783419.0   3182800.0  18.469090  \n",
       "24  130500    20180102   61308842.0   3323300.0  18.448182  \n",
       "25  131000    20180102   33273552.0   1802500.0  18.459668  \n",
       "26  131500    20180102   19412898.0   1052100.0  18.451571  \n",
       "27  132000    20180102   22581723.0   1225400.0  18.428042  \n",
       "28  132500    20180102   40503251.0   2197900.0  18.428159  \n",
       "29  133000    20180102   81179619.0   4394579.0  18.472673  \n",
       "30  133500    20180102  162421886.0   8783017.0  18.492721  \n",
       "31  134000    20180102  131965068.0   7134874.0  18.495781  \n",
       "32  134500    20180102   31030275.0   1678900.0  18.482503  \n",
       "33  135000    20180102   42261792.0   2292900.0  18.431590  \n",
       "34  135500    20180102   49515943.0   2691100.0  18.399890  \n",
       "35  140000    20180102   46409648.0   2526050.0  18.372419  \n",
       "36  140500    20180102   23864330.0   1298800.0  18.374138  \n",
       "37  141000    20180102   22647788.0   1232900.0  18.369526  \n",
       "38  141500    20180102   28660015.0   1561994.0  18.348352  \n",
       "39  142000    20180102   18263532.0    994300.0  18.368231  \n",
       "40  142500    20180102   19724538.0   1073400.0  18.375757  \n",
       "41  143000    20180102   38838660.0   2109900.0  18.407820  \n",
       "42  143500    20180102   34010107.0   1846500.0  18.418688  \n",
       "43  144000    20180102   37852698.0   2059432.0  18.380164  \n",
       "44  144500    20180102   33057479.0   1797310.0  18.392753  \n",
       "45  145000    20180102   49618129.0   2695400.0  18.408447  \n",
       "46  145500    20180102   50149179.0   2722639.0  18.419327  \n",
       "47  150000    20180102   87011213.0   4721303.0  18.429491  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "df, msg = api.query(\n",
    "                view=\"jz.instrumentInfo\", \n",
    "                fields=\"status,list_date, fullname_en, market\", \n",
    "                filter=\"inst_type=1&status=1&symbol=\", \n",
    "                data_format='pandas')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style>\n",
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       "        text-align: right;\n",
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: left;\n",
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       "\n",
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       "        vertical-align: top;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>list_date</th>\n",
       "      <th>market</th>\n",
       "      <th>name</th>\n",
       "      <th>status</th>\n",
       "      <th>symbol</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>19991110</td>\n",
       "      <td>SH</td>\n",
       "      <td>浦发银行</td>\n",
       "      <td>1</td>\n",
       "      <td>600000.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>20001219</td>\n",
       "      <td>SH</td>\n",
       "      <td>民生银行</td>\n",
       "      <td>1</td>\n",
       "      <td>600016.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>20030106</td>\n",
       "      <td>SH</td>\n",
       "      <td>中信证券</td>\n",
       "      <td>1</td>\n",
       "      <td>600030.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>20021009</td>\n",
       "      <td>SH</td>\n",
       "      <td>中国联通</td>\n",
       "      <td>1</td>\n",
       "      <td>600050.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>19970807</td>\n",
       "      <td>SH</td>\n",
       "      <td>国金证券</td>\n",
       "      <td>1</td>\n",
       "      <td>600109.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>20000526</td>\n",
       "      <td>SH</td>\n",
       "      <td>广汇能源</td>\n",
       "      <td>1</td>\n",
       "      <td>600256.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>6</th>\n",
       "      <td>20010827</td>\n",
       "      <td>SH</td>\n",
       "      <td>贵州茅台</td>\n",
       "      <td>1</td>\n",
       "      <td>600519.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>19930316</td>\n",
       "      <td>SH</td>\n",
       "      <td>东方明珠</td>\n",
       "      <td>1</td>\n",
       "      <td>600637.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>8</th>\n",
       "      <td>19960312</td>\n",
       "      <td>SH</td>\n",
       "      <td>伊利股份</td>\n",
       "      <td>1</td>\n",
       "      <td>600887.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>20091117</td>\n",
       "      <td>SH</td>\n",
       "      <td>招商证券</td>\n",
       "      <td>1</td>\n",
       "      <td>600999.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>20070205</td>\n",
       "      <td>SH</td>\n",
       "      <td>兴业银行</td>\n",
       "      <td>1</td>\n",
       "      <td>601166.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>11</th>\n",
       "      <td>20100715</td>\n",
       "      <td>SH</td>\n",
       "      <td>农业银行</td>\n",
       "      <td>1</td>\n",
       "      <td>601288.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>12</th>\n",
       "      <td>20071203</td>\n",
       "      <td>SH</td>\n",
       "      <td>中国中铁</td>\n",
       "      <td>1</td>\n",
       "      <td>601390.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>20070109</td>\n",
       "      <td>SH</td>\n",
       "      <td>中国人寿</td>\n",
       "      <td>1</td>\n",
       "      <td>601628.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>14</th>\n",
       "      <td>20080818</td>\n",
       "      <td>SH</td>\n",
       "      <td>中国中车</td>\n",
       "      <td>1</td>\n",
       "      <td>601766.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>20071105</td>\n",
       "      <td>SH</td>\n",
       "      <td>中国石油</td>\n",
       "      <td>1</td>\n",
       "      <td>601857.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>16</th>\n",
       "      <td>20091216</td>\n",
       "      <td>SH</td>\n",
       "      <td>中国重工</td>\n",
       "      <td>1</td>\n",
       "      <td>601989.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>17</th>\n",
       "      <td>20010309</td>\n",
       "      <td>SH</td>\n",
       "      <td>包钢股份</td>\n",
       "      <td>1</td>\n",
       "      <td>600010.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>18</th>\n",
       "      <td>20061026</td>\n",
       "      <td>SH</td>\n",
       "      <td>上港集团</td>\n",
       "      <td>1</td>\n",
       "      <td>600018.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>19</th>\n",
       "      <td>20020409</td>\n",
       "      <td>SH</td>\n",
       "      <td>招商银行</td>\n",
       "      <td>1</td>\n",
       "      <td>600036.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>20</th>\n",
       "      <td>19970618</td>\n",
       "      <td>SH</td>\n",
       "      <td>特变电工</td>\n",
       "      <td>1</td>\n",
       "      <td>600089.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>21</th>\n",
       "      <td>19970924</td>\n",
       "      <td>SH</td>\n",
       "      <td>北方稀土</td>\n",
       "      <td>1</td>\n",
       "      <td>600111.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>22</th>\n",
       "      <td>20031016</td>\n",
       "      <td>SH</td>\n",
       "      <td>国电南瑞</td>\n",
       "      <td>1</td>\n",
       "      <td>600406.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>20020205</td>\n",
       "      <td>SH</td>\n",
       "      <td>海油工程</td>\n",
       "      <td>1</td>\n",
       "      <td>600583.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>24</th>\n",
       "      <td>19931119</td>\n",
       "      <td>SH</td>\n",
       "      <td>青岛海尔</td>\n",
       "      <td>1</td>\n",
       "      <td>600690.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>25</th>\n",
       "      <td>19960408</td>\n",
       "      <td>SH</td>\n",
       "      <td>航发动力</td>\n",
       "      <td>1</td>\n",
       "      <td>600893.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>26</th>\n",
       "      <td>20060801</td>\n",
       "      <td>SH</td>\n",
       "      <td>大秦铁路</td>\n",
       "      <td>1</td>\n",
       "      <td>601006.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>27</th>\n",
       "      <td>20070919</td>\n",
       "      <td>SH</td>\n",
       "      <td>北京银行</td>\n",
       "      <td>1</td>\n",
       "      <td>601169.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>28</th>\n",
       "      <td>20070301</td>\n",
       "      <td>SH</td>\n",
       "      <td>中国平安</td>\n",
       "      <td>1</td>\n",
       "      <td>601318.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>20061027</td>\n",
       "      <td>SH</td>\n",
       "      <td>工商银行</td>\n",
       "      <td>1</td>\n",
       "      <td>601398.SH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4220</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>中信建投证券</td>\n",
       "      <td>1</td>\n",
       "      <td>6066.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4221</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>香港交易所</td>\n",
       "      <td>1</td>\n",
       "      <td>0388.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4222</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>香港交易所</td>\n",
       "      <td>1</td>\n",
       "      <td>0388.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4223</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>美图公司</td>\n",
       "      <td>1</td>\n",
       "      <td>1357.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4224</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>美图公司</td>\n",
       "      <td>1</td>\n",
       "      <td>1357.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4225</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>龙湖地产</td>\n",
       "      <td>1</td>\n",
       "      <td>0960.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4226</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>龙湖地产</td>\n",
       "      <td>1</td>\n",
       "      <td>0960.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4227</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>招商局港口</td>\n",
       "      <td>1</td>\n",
       "      <td>0144.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4228</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>招商局港口</td>\n",
       "      <td>1</td>\n",
       "      <td>0144.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4229</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>周黑鸭</td>\n",
       "      <td>1</td>\n",
       "      <td>1458.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4230</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>周黑鸭</td>\n",
       "      <td>1</td>\n",
       "      <td>1458.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4231</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>中国铁建</td>\n",
       "      <td>1</td>\n",
       "      <td>1186.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4232</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>中国铁建</td>\n",
       "      <td>1</td>\n",
       "      <td>1186.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4233</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>中粮肉食</td>\n",
       "      <td>1</td>\n",
       "      <td>1610.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4234</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>南海控股</td>\n",
       "      <td>1</td>\n",
       "      <td>0680.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4235</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>南海控股</td>\n",
       "      <td>1</td>\n",
       "      <td>0680.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4236</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>金地商置</td>\n",
       "      <td>1</td>\n",
       "      <td>0535.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4237</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>上海医药</td>\n",
       "      <td>1</td>\n",
       "      <td>2607.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4238</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>上海医药</td>\n",
       "      <td>1</td>\n",
       "      <td>2607.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4239</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>大众公用</td>\n",
       "      <td>1</td>\n",
       "      <td>1635.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4240</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>大众公用</td>\n",
       "      <td>1</td>\n",
       "      <td>1635.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4241</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>宇华教育</td>\n",
       "      <td>1</td>\n",
       "      <td>6169.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4242</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>民生教育</td>\n",
       "      <td>1</td>\n",
       "      <td>1569.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4243</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>国泰君安</td>\n",
       "      <td>1</td>\n",
       "      <td>2611.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4244</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>国泰君安</td>\n",
       "      <td>1</td>\n",
       "      <td>2611.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4245</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>中国光大绿色环保</td>\n",
       "      <td>1</td>\n",
       "      <td>1257.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4246</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKH</td>\n",
       "      <td>药明生物</td>\n",
       "      <td>1</td>\n",
       "      <td>2269.HKH</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4247</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>药明生物</td>\n",
       "      <td>1</td>\n",
       "      <td>2269.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4248</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>交银国际</td>\n",
       "      <td>1</td>\n",
       "      <td>3329.HKS</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4249</th>\n",
       "      <td>20170918</td>\n",
       "      <td>HKS</td>\n",
       "      <td>广州农商银行</td>\n",
       "      <td>1</td>\n",
       "      <td>1551.HKS</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>4250 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "     list_date market      name  status     symbol\n",
       "0     19991110     SH      浦发银行       1  600000.SH\n",
       "1     20001219     SH      民生银行       1  600016.SH\n",
       "2     20030106     SH      中信证券       1  600030.SH\n",
       "3     20021009     SH      中国联通       1  600050.SH\n",
       "4     19970807     SH      国金证券       1  600109.SH\n",
       "5     20000526     SH      广汇能源       1  600256.SH\n",
       "6     20010827     SH      贵州茅台       1  600519.SH\n",
       "7     19930316     SH      东方明珠       1  600637.SH\n",
       "8     19960312     SH      伊利股份       1  600887.SH\n",
       "9     20091117     SH      招商证券       1  600999.SH\n",
       "10    20070205     SH      兴业银行       1  601166.SH\n",
       "11    20100715     SH      农业银行       1  601288.SH\n",
       "12    20071203     SH      中国中铁       1  601390.SH\n",
       "13    20070109     SH      中国人寿       1  601628.SH\n",
       "14    20080818     SH      中国中车       1  601766.SH\n",
       "15    20071105     SH      中国石油       1  601857.SH\n",
       "16    20091216     SH      中国重工       1  601989.SH\n",
       "17    20010309     SH      包钢股份       1  600010.SH\n",
       "18    20061026     SH      上港集团       1  600018.SH\n",
       "19    20020409     SH      招商银行       1  600036.SH\n",
       "20    19970618     SH      特变电工       1  600089.SH\n",
       "21    19970924     SH      北方稀土       1  600111.SH\n",
       "22    20031016     SH      国电南瑞       1  600406.SH\n",
       "23    20020205     SH      海油工程       1  600583.SH\n",
       "24    19931119     SH      青岛海尔       1  600690.SH\n",
       "25    19960408     SH      航发动力       1  600893.SH\n",
       "26    20060801     SH      大秦铁路       1  601006.SH\n",
       "27    20070919     SH      北京银行       1  601169.SH\n",
       "28    20070301     SH      中国平安       1  601318.SH\n",
       "29    20061027     SH      工商银行       1  601398.SH\n",
       "...        ...    ...       ...     ...        ...\n",
       "4220  20170918    HKS    中信建投证券       1   6066.HKS\n",
       "4221  20170918    HKH     香港交易所       1   0388.HKH\n",
       "4222  20170918    HKS     香港交易所       1   0388.HKS\n",
       "4223  20170918    HKH      美图公司       1   1357.HKH\n",
       "4224  20170918    HKS      美图公司       1   1357.HKS\n",
       "4225  20170918    HKH      龙湖地产       1   0960.HKH\n",
       "4226  20170918    HKS      龙湖地产       1   0960.HKS\n",
       "4227  20170918    HKH     招商局港口       1   0144.HKH\n",
       "4228  20170918    HKS     招商局港口       1   0144.HKS\n",
       "4229  20170918    HKH       周黑鸭       1   1458.HKH\n",
       "4230  20170918    HKS       周黑鸭       1   1458.HKS\n",
       "4231  20170918    HKH      中国铁建       1   1186.HKH\n",
       "4232  20170918    HKS      中国铁建       1   1186.HKS\n",
       "4233  20170918    HKS      中粮肉食       1   1610.HKS\n",
       "4234  20170918    HKH      南海控股       1   0680.HKH\n",
       "4235  20170918    HKS      南海控股       1   0680.HKS\n",
       "4236  20170918    HKS      金地商置       1   0535.HKS\n",
       "4237  20170918    HKH      上海医药       1   2607.HKH\n",
       "4238  20170918    HKS      上海医药       1   2607.HKS\n",
       "4239  20170918    HKH      大众公用       1   1635.HKH\n",
       "4240  20170918    HKS      大众公用       1   1635.HKS\n",
       "4241  20170918    HKS      宇华教育       1   6169.HKS\n",
       "4242  20170918    HKS      民生教育       1   1569.HKS\n",
       "4243  20170918    HKH      国泰君安       1   2611.HKH\n",
       "4244  20170918    HKS      国泰君安       1   2611.HKS\n",
       "4245  20170918    HKS  中国光大绿色环保       1   1257.HKS\n",
       "4246  20170918    HKH      药明生物       1   2269.HKH\n",
       "4247  20170918    HKS      药明生物       1   2269.HKS\n",
       "4248  20170918    HKS      交银国际       1   3329.HKS\n",
       "4249  20170918    HKS    广州农商银行       1   1551.HKS\n",
       "\n",
       "[4250 rows x 5 columns]"
      ]
     },
     "execution_count": 18,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": []
  }
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